firstname.lastname@example.org (David Rockove)answered:
<<Reb Moshe has answered the question regarding Thanksgiving. Since it is a
holiday of religious origin, one may not celebrate it. He even says one
should not schedule a wedding or Bar Mitzvah for that day. The same should
apply to any holiday that has religious origin, (x-mas, etc.) The 4th of
July just celebrates the founding of the US and may be celebrated.>>
The position of Reb Moshe is presented in the Igros Moshe Y.D. IV #12
and Orech Chaim V #20.6 and Y.D. IV #11.4 as well as Even HaEzer II #13.
His position is a bit more complex than comes across from the above
reply of Dovid Rockove.